Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47934.75 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46539.8 Kr¶

PnL: ---------------------------------------> -348.77 Kr¶

DD now: ---------------------------------> -1.429 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 17:28:01.963906'

Anic Portfolio¶

Today¶

Return: 0.046 %¶

This Week¶

Return: 0.046 %¶

Total¶

Return: 56.926 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 1.980000 3208.400000 237.400000 7.990000 2971.000006
HEBA B 70 2.800000 2831.500000 195.500000 7.420000 2636.000010
Corem Property Group B 59 3.370000 634.250000 57.250000 9.920000 576.999999
AcadeMedia 12 1.540000 602.400000 45.400000 8.150000 557.000004
HMS Networks 2 4.850000 718.000000 45.000000 6.690000 673.000000
MedCap 2 4.490000 465.000000 44.000000 10.450000 421.000000
Samhällsbyggnadsbo. i Norden B 20 3.990000 395.800000 40.800000 11.490000 355.000000
Boozt 12 0.140000 1688.400000 34.400000 2.080000 1653.999996
FM Mattsson Mora Group B 50 -0.500000 2960.000000 33.000000 1.130000 2927.000000
SAAB B 8 -1.000000 3405.600000 28.600000 0.850000 3377.000000
Resurs Holding 22 0.260000 602.580000 28.580000 4.980000 573.999998
Norva24 Group 16 0.570000 563.200000 20.200000 3.720000 543.000000
Intrum 4 1.720000 545.200000 18.200000 3.450000 527.000000
Eastnine 4 0.000000 508.800000 17.800000 3.630000 491.000000
OEM International B 7 -0.260000 544.600000 16.600000 3.140000 527.999997
Coor Service Management Hold. 8 2.090000 546.400000 14.400000 2.710000 532.000000
Securitas B 6 2.960000 580.680000 10.680000 1.870000 570.000000
CTEK 13 1.790000 539.500000 5.500000 1.030000 533.999999
Swedbank A 3 0.370000 569.400000 5.400000 0.960000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 567.000000 5.000000 0.890000 562.000005
Karnov Group 9 0.000000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 3.290000 248.880000 2.880000 1.170000 246.000000
Creaspac SPAC 6 -0.100000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 0.320000 545.750000 -0.250000 -0.050000 546.000000
Nordea Bank Abp 29 0.070000 3451.000000 -3.000000 -0.090000 3453.999992
Midsona B 63 2.360000 573.300000 -9.700000 -1.660000 582.999984
Essity B 2 -2.360000 563.800000 -10.200000 -1.780000 574.000000
International Petroleum Corp. 5 5.110000 576.000000 -18.570000 -3.120000 594.565215
Essity A 4 -1.910000 1128.000000 -21.000000 -1.830000 1149.000000
Sampo Oyj SDB 7 -0.910000 3808.000000 -42.000000 -1.090000 3850.000000
Vivesto 1368 -2.160000 544.460000 -68.540000 -11.180000 612.999432
Axfood 13 0.000000 3660.800000 -95.200000 -2.530000 3756.000001
OX2 18 -0.620000 1440.000000 -224.000000 -13.460000 1663.999992
Fasadgruppen Group 35 0.200000 3493.000000 -318.000000 -8.340000 3810.999990
Ovzon 52 1.080000 2912.000000 -450.000000 -13.380000 3361.999992
TOTAL 46539.800000 -348.770000 -1.42945% 46888.564618

Updated:¶

'2023-01-23 17:28:14.551840'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶